I know you dont take your muzzleloader in the house when its loaded and cold outside. I leave mine in the shop but does iit hurt to light the heater in boxstand when its cold or is it best not to so moisture wont build up

You will be fine. I’ve never had a modern muzzleloader (pellets and 209 primer) fail to fire, even when hunting for a week in high humidity (constant rain) conditions. Obviously, don’t get water in the muzzle. Heater in a blind won’t be an issue.

Use to always carry my rifle to the blind in a soft case. One trip it was cold out and I carried my cold gun in case into the nice warm camp house and put it in the gun rack in the case. A while later I opened the case and the gun had "sweated" and was wet from the temp difference. From then on I started leaving my rifle out in the truck to avoid it happening again. Perhaps if it wasn't in the case it wouldn't have happened, but I don't really know.

I hunted the late muzzleloader season in Pennsylvania for 17years. It’s a flintlock only season beginning the day after Christmas and ends in mid January. Temperatures were almost always below freezing and often in single numbers.
I was fortunate enough to be able to hunt over 50,000 acres of public land that bordered the 12 acres that I owned.
At the end of the day, I would empty the flash pan and bring the rifle into my house. The barrel would always sweat. At times frost would form on the barrel within seconds. My normal routine was to wipe down the outside of the barrel to remove the moisture and run a dry patch down the bore on a cleaning jag. I would repeat this process until my patch’s came out dry. The jag and patch were tight enough to push air through the touch hole. After the barrel warmed up. I would repeat the process of fanning air through the powder in the barrel.
In all those years, I never had a misfire due to wet powder in the barrel. Unless I shot a deer, the same powder was left in the rifle until I discharged it at the end of the season.

I leave mine in the shop but does iit hurt to light the heater in boxstand when its cold or is it best not to so moisture wont build up""

Run the heater, it will be fine.